+345.7%
TJX vs ETSY
+130.9%
+214.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.2% |
| 7D | -4.4% | -12.7% | +8.4% | -2.9% |
| 30D | -18.6% | -9.9% | -8.6% | -17.7% |
| 3M | -24.4% | +4.2% | -28.5% | -24.9% |
| 6M | -20.2% | +34.2% | -54.4% | -23.3% |
| YTD | -16.9% | +29.1% | -46.1% | -20.0% |
| 1Y | -8.5% | +23.8% | -32.3% | -12.1% |
| 3Y | +43.7% | +6.6% | +37.1% | +37.3% |
| 5Y | +97.3% | -67.0% | +164.3% | +105.9% |
| 10Y | +289.0% | +424.9% | -135.9% | +206.8% |
| All | +345.7% | +130.9% | +214.7% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling